+214.9%
ICE vs EXPE
+153.6%
+61.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | -11.5% | +10.7% | +1.0% |
| 30D | +4.0% | -13.1% | +17.0% | +6.1% |
| 3M | +11.0% | +18.1% | -7.2% | +7.8% |
| 6M | -5.0% | +13.3% | -18.2% | -7.4% |
| YTD | -2.7% | -3.2% | +0.5% | -3.3% |
| 1Y | -8.6% | +26.1% | -34.8% | -13.3% |
| 3Y | +41.4% | +151.7% | -110.4% | +16.3% |
| 5Y | +39.9% | +88.3% | -48.5% | +16.4% |
| 10Y | +214.9% | +158.0% | +56.9% | +119.1% |
| All | +214.9% | +153.6% | +61.3% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling